+135.6%
TRV vs USAR
+53.8%
+81.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.0% |
| 7D | +1.9% | -11.6% | +13.6% | +1.8% |
| 30D | +1.7% | -15.5% | +17.2% | +1.5% |
| 3M | +23.9% | -31.0% | +54.9% | +23.5% |
| 6M | +26.3% | -26.2% | +52.5% | +26.0% |
| YTD | +30.8% | +30.8% | +0.1% | +31.5% |
| 1Y | +36.3% | +7.1% | +29.2% | +37.5% |
| 3Y | +145.0% | +53.0% | +92.0% | +150.7% |
| All | +135.6% | +53.8% | +81.9% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling